Cox actively competed in the areas of gymnastics, track and field, and taekwondo while in school.[1] She is also proficient in boxing, muay Thai kickboxing, and fencing, and has had training in stage combat, period weaponry, and firearms.[1] During high school, she had aspirations of becoming an Olympic gymnast, but instead chose to focus on drama and theater.[4]

Cox's first role as a main character in a television series was that of Vicki Nelson in Blood Ties, a supernatural detective series based on the novels by Tanya Huff.[7] Ironically, Tanya Huff later shared: "Back when Christina Cox was doing F/X: The Series, I used to point at the screen and announce, 'When she's a little older, she'd be brilliant as Vicki!"[7]